Support to achieve the goals of the corresponding course.
Subject
Basics of stochastic analysis, stochastic differential equations (SDE) in concrete applications, basic solution techniques for SDEs, existence- and uniqueness-theorem for SDEs.
Criteria for evaluation
Presentation of exercises
Language
English and French
Changing subject?
No
Further information
Until term 2022S known as: TM1WCUESTDG UE Stochastic differential equations
